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[ai-geostats] about cross-validation

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  • M. Nur Heriawan
    Dear everyone, One of my colleague asked me about the mathematical equation of cross-validation method (leave-one-out method), and I said that it depends on
    Message 1 of 2 , Apr 26, 2006
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      Dear everyone,

      One of my colleague asked me about the mathematical
      equation of cross-validation method (leave-one-out
      method), and I said that it depends on the estimation
      method he used. He wants to know the general
      mathematical equation to define a cross-validation
      process.

      So far, in my experience, such method is performed
      just to check...which variograms model we used in
      (kriging) estimation are correct (valid).

      But cross-validation method should be used also to
      check the validation of any kind of estimation methods
      beyond kriging.

      May someone address me to a reference or book
      discussed in detail about cross-validation
      (leave-one-out) method, especially in mathematical
      point of view. Any kind of information related to this
      method is also appreciated.

      Many thanks for kind attention.


      Regards,


      Nur Heriawan
      ------------
      Earth Resources Exploration Research Group
      Faculty of Earth Sciences and Mineral Technology
      Institut Teknologi Bandung (ITB), Indonesia
      http://www.isme-ix.org/



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    • Isobel Clark
      Hi Prior to 1983, most people used cross validation to check whether their kriging methods were working or to compare one kriging method with another. After
      Message 2 of 2 , Apr 26, 2006
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        Hi
         
        Prior to 1983, most people used cross validation to check whether their kriging methods were working or to compare one kriging method with another. After that, most references are to checking back on the semi-variogram model.
         
        You can start with my 1986 paper, "The art of cross validation", which can be downloaded at http://uk.geocities.com/drisobelclark/resume (follow publications link) and/or the 1979 paper "Does geostatistics work?",
         
        Isobel

        "M. Nur Heriawan" <mn_heriawan@...> wrote:
        Dear everyone,

        One of my colleague asked me about the mathematical
        equation of cross-validation method (leave-one-out
        method), and I said that it depends on the estimation
        method he used. He wants to know the general
        mathematical equation to define a cross-validation
        process.

        So far, in my experience, such method is performed
        just to check...which variograms model we used in
        (kriging) estimation are correct (valid).

        But cross-validation method should be used also to
        check the validation of any kind of estimation methods
        beyond kriging.

        May someone address me to a reference or book
        discussed in detail about cross-validation
        (leave-one-out) method, especially in mathematical
        point of view. Any kind of information related to this
        method is also appreciated.

        Many thanks for kind attention.


        Regards,


        Nur Heriawan
        ------------
        Earth Resources Exploration Research Group
        Faculty of Earth Sciences and Mineral Technology
        Institut Teknologi Bandung (ITB), Indonesia
        http://www.isme-ix.org/



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